Gamma-Driven Markov Processes and Extensions with Application to Realized Volatility

DOI10.1080/07350015.2024.2321375MaRDI QIDQ7023603zbMATH OpenFDO

Authors Wagner Barreto-Souza, Sokol Ndreca

Publication date 21 February 2025

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/07350015.2024.2321375

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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